Asymptotic methods in probability and statistics with applications
By: N. Balakrishnan, I.A. Ibragimov, V.B. Nevzorov, editors
Series: Statistics for industry and technology; Statistics for industry and technology
Publisher: Springer Science+Business Media
Published: 2001
Place of publication: New York
Language: eng
Format: [electronic resource] /
Number of pages: 549
ISBN-13: 9781461202097; 9781461266631
Subjects: Asymptotic distribution (Probability theory)
Description: This book represents thirty-eight extensive and carefully edited chapters written by prominent researchers, providing an up-to-date survey of new asymptotic methods in science and technology. The chapters contain broad coverage of the latest developments and innovative techniques in a wide range of theoretical and numerical issues in the field of asymptotic methods in probability and mathematical statistics. The book is organized into ten thematic parts: probability distributions; characterizations of distributions; probabilities and measures in high dimensional structures; weak and stron limit theorems; large deviation probabilities; empirical processes; order statistics and records; estimation of parameters and hypotheses testing; random walks, and applications to finance. Written in an accessible style, this book conveys a clear and practical perspective of asymptotic methods. Topics and features:Recent developments in asymptotic methods; Parametric and Nonparametric Inference; Distribution Theory; Stochastic Processes; Order Statistics; Record values and Characterizations. Asymptotic methods in Probability and Mathematical Statistics is an essential resource for reseachers, practitioners, and professionals involved in Theoretical and Applied Probability and/or in Theoretical and Applied Statistics. Various chapters of the volume will also appeal to industrial statisticians and financial economists.
Notes: Originally published by Birkhäuser Boston in 2001.

Softcover reprint of the hardcover 1st edition 2001.

Includes bibliographical references and index.
Table of contents: title: pt. I. Probability distributions; title: pt. II. Characterizations of distributions; title: pt. III. Probabilities and measures in high-dimensional structures; title: pt. IV. Weak and strong limit theorems; title: pt. V. Large deviation probabilities; title: pt. VI. Empirical processes, order statistics, and records; title: pt. VII. Estimation of parameters and hypotheses testing; title: pt. VIII. Random walks; title: pt. IX. Miscellanea; title: pt. X. Applications to finance.